If you protect the python.exe executable with Enigma or Virtual Box enabling Files Virtualization with only root %DEFAULT FOLDER% added, and then launch the protected python.exe console, you should not be able to do any import of modules in the same directory of the exe, even if you have added them to virtualized files.

Here to reproduce the problem it's enough to add root folder %DEFAULT FOLDER% even without files.In attachment if you can try there is Enigma Virtual Box project, original exe, packed exe and python test module. Importing such module from Python packed exe should fail on Windows build 17040 - 17046.